+297.0%
MOD vs OSCR
+386.4%
-89.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.8% |
| 7D | +3.6% | +4.7% | -1.1% | +3.0% |
| 30D | -2.6% | +14.8% | -17.4% | -4.4% |
| 3M | -33.1% | +16.7% | -49.8% | -34.9% |
| 6M | -7.5% | +127.5% | -135.0% | -19.9% |
| YTD | +39.3% | +121.0% | -81.7% | +20.6% |
| 1Y | +34.3% | +58.4% | -24.1% | +20.8% |
| All | +297.0% | +386.4% | -89.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling